+208.8%
C vs FLUT
-25.6%
+234.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -0.4% | -1.5% | +1.1% | -0.2% |
| 30D | -5.2% | +3.4% | -8.6% | -5.6% |
| 3M | -9.1% | -12.5% | +3.4% | -8.1% |
| 6M | -1.6% | -18.5% | +16.9% | -0.2% |
| YTD | +6.9% | -61.6% | +68.6% | +17.4% |
| 1Y | +23.0% | -64.1% | +87.1% | +35.7% |
| 3Y | +216.1% | -44.5% | +260.6% | +237.2% |
| 5Y | +112.2% | -51.3% | +163.5% | +121.7% |
| 10Y | +208.8% | -25.6% | +234.4% | +231.5% |
| All | +208.8% | -25.6% | +234.4% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling